Working Papers

The Effect of the Term Auction Facility on the London Inter-Bank Offered Rate
With James McAndrews and Zhenyu Wang
Federal Reserve Bank of New York Staff Reports 335, July 2008
Read the full text in SSRN  ››

Macro News, Riskfree Rates, and the Intermediary: Customer Orders for 30Y Treasury Futures
With Albert J. Menkveld and Michel van der Wel
The Federal Reserve Bank of New York
38 pages / 411 kb
Read the full text in SSRN  ››

Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives
With Robert A. Schwartz
The Federal Reserve Bank of New York
56 pages / 416 kb
Read the full text in SSRN  ››

The Microstructure of Cross Auto-Correlations
With Tarun Chordia and Avanidhar Subrahmanyam
The Federal Reserve Bank of New York
43 pages / 393 kb
Read the full text in SSRN  ››

Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G7 Countries
With Lingjia Wang
The Federal Reserve Bank of New York
53 pages / 1,085 kb
Read the full text in SSRN  ››

Conflict of Interest and Execution Quality of Futures Floor Traders 
With Lifan Wu
The Federal Reserve Bank of New York
39 pages / 136 kb

Asani Sarkar's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.